Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'496 CHF | 10'746 CHF | 99.98% | 99.98% |
19.11.2024 | 2.68% | 0.41 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'215 CHF | 9'465 CHF | 99.77% | 99.77% |
18.11.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'169 CHF | 10'419 CHF | 99.89% | 99.89% |
15.11.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'356 CHF | 10'606 CHF | 99.59% | 99.59% |
14.11.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'769 CHF | 11'019 CHF | 99.53% | 99.53% |
13.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'088 CHF | 13'338 CHF | 99.96% | 99.96% |
12.11.2024 | 2.61% | 0.42 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'449 CHF | 9'699 CHF | 99.80% | 99.80% |
11.11.2024 | 2.51% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'837 CHF | 10'087 CHF | 99.81% | 99.81% |
08.11.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'218 CHF | 11'468 CHF | 99.80% | 99.80% |
07.11.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'185 CHF | 12'435 CHF | 99.86% | 99.86% |